Report NEP-ORE-2021-01-25

This is the archive for NEP-ORE, a report on new working papers in the area of Operations Research. Walter Frisch issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-ORE

The following items were announced in this report:

• Item repec:kan:wpaper:202105 is not listed on IDEAS anymore

• Daniel Fehrle & Christopher Heiberger & Johannes Huber, 2020. "Polynomial chaos expansion: Efficient evaluation and estimation of computational models," Discussion Paper Series 341, Universitaet Augsburg, Institute for Economics.
• Andrea A. Naghi & Máté Váradi & Mikhail Zhelonkin, 2021. "Robust Estimation of Probit Models with Endogeneity," Tinbergen Institute Discussion Papers 21-004/III, Tinbergen Institute.
• Joshua Angrist & Peter Hull & Parag A. Pathak & Christopher R. Walters, 2020. "Simple and Credible Value-Added Estimation Using Centralized School Assignment," NBER Working Papers 28241, National Bureau of Economic Research, Inc.
• Cepni, Oguzhan & Demirer, Riza & Gupta, Rangan & Sensoy, Ahmet, 2021. "Interest Rate Uncertainty and the Predictability of Bank Revenues," Working Papers 2-2021, Copenhagen Business School, Department of Economics.
• Alves, Vasco, 2020. "Endogenous queue number determination in G/M/s systems," MPRA Paper 104517, University Library of Munich, Germany.
• Li, Chenxing & Maheu, John M, 2020. "A Multivariate GARCH-Jump Mixture Model," MPRA Paper 104770, University Library of Munich, Germany.
• Marinho Bertanha & Andrew H. McCallum & Nathan Seegert, 2021. "Better Bunching, Nicer Notching," Finance and Economics Discussion Series 2021-002, Board of Governors of the Federal Reserve System (U.S.).
• Hinrichs, Nils & Kolbe, Jens & Werwatz, Axel, 2020. "AVM and high dimensional data: Do ridge, the lasso or the elastic net provide an "automated" solution?," FORLand Working Papers 22 (2020), Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation".
• Pihnastyi, Oleh & Khodusov, Valery, 2020. "The stabilization problem the flow parameters of the production line," MPRA Paper 104528, University Library of Munich, Germany, revised 14 Sep 2020.
• Joshua C.C. Chan & Xuewen Yu, 2020. "Fast and accurate variational inference for large Bayesian VARs with stochastic volatility," CAMA Working Papers 2020-108, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Pacifico, Antonio, 2020. "Structural Panel Bayesian VAR with Multivariate Time-varying Volatility to jointly deal with Structural Changes, Policy Regime Shifts, and Endogeneity Issues," MPRA Paper 104292, University Library of Munich, Germany.
• Ramis Khabibullin & Alexey Ponomarenko, 2020. "An empirical behavioral model of households’ deposit dollarization," Bank of Russia Working Paper Series wps67, Bank of Russia.
• Pacifico, Antonio, 2020. "A Two-step System for Hierarchical Bayesian Dynamic Panel Data to deal with Endogeneity Issues, Structural Model Uncertainty, and Causal Relationship," MPRA Paper 104291, University Library of Munich, Germany.
• Xu, Yongsheng & Yoshihara, Naoki, 2020. "Nonconvex Bargaining Problems: Some Recent Developments," Discussion Paper Series 715, Institute of Economic Research, Hitotsubashi University.
• Kolbe, Jens & Schulz, Rainer & Wersing, Martin & Werwatz, Axel, 2020. "How useful is listings data for research?," FORLand Working Papers 19 (2020), Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation".
• Dirk Bergemann & Benjamin Brooks & Stephen Morris, 2020. "Search, Information, and Prices," Cowles Foundation Discussion Papers 2224R2, Cowles Foundation for Research in Economics, Yale University, revised Nov 2020.
• Cogliano, Jonathan F. & Veneziani, Roberto & Yoshihara, Naoki, 2020. "Computational Methods and Classical-Marxian Economics," Discussion Paper Series 716, Institute of Economic Research, Hitotsubashi University.
• Giuseppe De Luca & Jan R. Magnus, 2021. "Weak versus strong dominance of shrinkage estimators," Tinbergen Institute Discussion Papers 21-007/III, Tinbergen Institute.
• Szwagrzak, Karol, 2021. "Weighing Sample Evidence," Working Papers 3-2021, Copenhagen Business School, Department of Economics.
• Mykola Babiak & Jozef Barunik, 2020. "Deep Learning, Predictability, and Optimal Portfolio Returns," CERGE-EI Working Papers wp677, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Janssen, Aljoscha & Kasinger, Johannes, 2021. "Obfuscation and Rational Inattention in Digitalized Markets," Working Paper Series 1379, Research Institute of Industrial Economics.
• Jiequn Han & Ruimeng Hu, 2021. "Recurrent Neural Networks for Stochastic Control Problems with Delay," Papers 2101.01385, arXiv.org, revised Jun 2021.
• Paweł Sakowski & Anna Turovtseva, 2020. "Verification of Investment Opportunities on the Cryptocurrency Market within the Markowitz Framework," Working Papers 2020-41, Faculty of Economic Sciences, University of Warsaw.
• Mariia Artemova & Francisco Blasques & Siem Jan Koopman & Zhaokun Zhang, 2021. "Forecasting in a changing world: from the great recession to the COVID-19 pandemic," Tinbergen Institute Discussion Papers 21-006/III, Tinbergen Institute.
• Chatelain, Jean-Bernard & Ralf, Kirsten, 2020. "Policy Maker's Credibility with Predetermined Instruments for Forward-Looking Targets," MPRA Paper 104526, University Library of Munich, Germany.
• Andreeva, Andriyana, 2020. "Медиацията В Сферата На Висшето Образование – Иновативен Модел За Комуникация В Българските Университети [The mediation in the sphere of higher education – innovative model of communication in bulg," MPRA Paper 104793, University Library of Munich, Germany.
• Kuvalekar, Aditya Vijay, 2021. "A fair procedure in a marriage market," UC3M Working papers. Economics 31711, Universidad Carlos III de Madrid. Departamento de Economía.
• Schücking, Maximilian & Jochem, Patrick, 2020. "Two-stage stochastic program optimizing the total cost of ownership of electric vehicles in commercial fleets," Working Paper Series in Production and Energy 50, Karlsruhe Institute of Technology (KIT), Institute for Industrial Production (IIP).
• Bichler, Shimshon & Nitzan, Jonathan, 2020. "Corporate Power and the Future of U.S. Capitalism," EconStor Preprints 228515, ZBW - Leibniz Information Centre for Economics.
• Kim Christensen & Mathias Siggaard & Bezirgen Veliyev, 2021. "A machine learning approach to volatility forecasting," CREATES Research Papers 2021-03, Department of Economics and Business Economics, Aarhus University.
• Mathevet, Laurent & Taneva, Ina, 2020. "Organized Information Transmission," MPRA Paper 104302, University Library of Munich, Germany.
• Paweł Sakowski & Daria Turovtseva, 2020. "Does Bitcoin Improve Investment Portfolio Efficiency?," Working Papers 2020-42, Faculty of Economic Sciences, University of Warsaw.
• Hull, Isaiah & Sattath, Or & Diamanti, Eleni & Wendin, Göran, 2020. "Quantum Technology for Economists," Working Paper Series 398, Sveriges Riksbank (Central Bank of Sweden).
• Dong An & Noah Linden & Jin-Peng Liu & Ashley Montanaro & Changpeng Shao & Jiasu Wang, 2020. "Quantum-accelerated multilevel Monte Carlo methods for stochastic differential equations in mathematical finance," Papers 2012.06283, arXiv.org, revised Jun 2021.
• Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2021. "Efficient Combined Estimation under Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202107, University of Kansas, Department of Economics.
• Schmitz, Patrick W., 2021. "Contracting under Adverse Selection: Certifiable vs. Uncertifiable Information," MPRA Paper 105106, University Library of Munich, Germany.
• Shane Lubold & Arun G. Chandrasekhar & Tyler H. McCormick, 2020. "Identifying the Latent Space Geometry of Network Models through Analysis of Curvature," NBER Working Papers 28273, National Bureau of Economic Research, Inc.
• Andersson, Tommy & Ehlers, Lars, 2021. "An Algorithm for Identifying Least Manipulable Envy-Free and Budget-Balanced Allocations in Economies with Indivisibilities," Working Papers 2021:2, Lund University, Department of Economics.
• Laura Liu & Mikkel Plagborg-M{o}ller, 2021. "Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data," Papers 2101.04771, arXiv.org, revised Jun 2022.